-14.8%
ALNY vs PENG
+56.2%
-71.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.8% | -0.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.9% |
| 30D | -32.7% | -40.1% | +7.4% | -31.1% |
| 3M | -28.6% | -21.8% | -6.8% | -28.1% |
| 6M | -46.9% | +3.3% | -50.2% | -49.0% |
| YTD | -60.6% | +133.6% | -194.3% | -65.9% |
| 1Y | -64.6% | +110.7% | -175.3% | -69.0% |
| 3Y | -4.8% | +204.3% | -209.1% | -25.5% |
| 5Y | -14.8% | +54.4% | -69.2% | -32.0% |
| All | -14.8% | +56.2% | -71.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling